Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-18 0.389073 0.428788 0.472588 0.524809 0.585815 0.655379 0.741501
2025-05-25 0.328986 0.376936 0.432980 0.504248 0.593834 0.704660 0.855344
2025-06-01 0.297782 0.351630 0.417522 0.505846 0.624011 0.781174 1.014510
2025-06-08 0.281048 0.340707 0.416731 0.523647 0.675345 0.891996 1.244324
2025-06-15 0.263135 0.325693 0.408040 0.528510 0.708169 0.981349 1.464710
2025-06-22 0.245742 0.309299 0.395202 0.525067 0.727140 1.051863 1.672987
2025-06-29 0.231074 0.295083 0.383614 0.521412 0.744277 1.121447 1.900085
2025-07-06 0.214648 0.277030 0.364791 0.504402 0.736954 1.146793 2.047066
2025-07-13 0.207333 0.271206 0.363035 0.513300 0.773511 1.257952 2.419590
2025-07-20 0.200381 0.265303 0.360493 0.520362 0.807514 1.371319 2.849598
2025-07-27 0.191700 0.256221 0.352302 0.517050 0.821891 1.447606 3.221605
2025-08-03 0.185659 0.250655 0.349058 0.521622 0.851547 1.563609 3.778446
2025-08-10 0.174921 0.237611 0.333489 0.503980 0.836711 1.578373 4.033297
2025-08-17 0.164446 0.224451 0.316955 0.483257 0.813165 1.567965 4.199477
2025-08-24 0.159165 0.219040 0.312619 0.484104 0.834274 1.674017 4.901808
2025-08-31 0.157258 0.218743 0.316579 0.500459 0.890869 1.890386 6.332458
2025-09-07 0.153288 0.214932 0.314352 0.504843 0.921705 2.046343 7.712000
2025-09-14 0.148282 0.209194 0.308461 0.501536 0.934281 2.152496 8.993693
2025-09-21 0.143603 0.203760 0.302761 0.498075 0.946002 2.260734 10.530668
2025-09-28 0.137228 0.195285 0.291306 0.482129 0.924991 2.253785 11.153704
2025-10-05 0.135042 0.193616 0.291739 0.490451 0.966189 2.480162 14.613006
2025-10-12 0.132708 0.191581 0.291375 0.497057 1.004213 2.713884 19.359177
2025-10-19 0.129109 0.187261 0.286634 0.493955 1.015825 2.849624 23.681993